Flying with guns is actually pretty easy. I just got back from a trip to ABQ (from where I live in Florida) to bury my father. He left behind two guns, both handguns, which I brought back with me. I also brought one with me for the trip, as NM recognizes both OC and Florida's CC license. The first check-in, in Florida for the trip out, had the US-Air gate attendant have me open the locked case and show her the empty chamber of my PF-9. Two loaded magazines were fully enclosed in pouches, and placed in the same hard-sided locked case as the pistol. This is acceptable per TSA requirements, and the airlines usually just go by them. The lock on the case must be accessible to you only; no "TSA locks." It can be either a keyed lock, or a combination lock. On the back trip, I was not asked to open the cases (Continental Airlines, now a US-Air affiliate.) I simply declared them; the PF-9, with its magazines, was in the same small locked cash box it went out in, and the two revolvers picked up from the estate were in a locked briefcase. Also in the briefcase was a box of ammunition for the revolvers. Once declared, the piece of luggage containing these two containers was moved to first-in-line for x-ray, and everything was fine.
I used a metal cash box with a keyed lock for the Kel-Tec on each trip. It could not hold the two additional guns I was bringing back, so I used a hard-sided briefcase I found on my dad's property for them on the back-trip (it has a combination lock.)